I've just posted this on BLR, where exactly the same thing is...

I've just posted this on BLR, where exactly the same thing is happening:

It is a bot (algorithmic trader). It is there, despite its being contrary to regulations, to manipulate the price; just don't expect anyone to do anything about it. Of course they will make noises about buying at the VWAP blah blah blah, but you could sit from now until the end of the month buying one share a minute (or whatever frequency it is), and still have bought fewer than most people would consider worth bothering about.

As far as I can make out, as a general rule, if the bot is buying (i.e. paying the buyers price of a pair), it (or someone) is in reality selling. And vice versa. The small number of shares bought or sold are merely to keep the SP pointing to the right number.